On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints

@article{Malanowski1984OnDW,
  title={On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints},
  author={Kazimierz Malanowski},
  journal={Applied Mathematics and Optimization},
  year={1984},
  volume={12},
  pages={231-245}
}
A family of convex optimal control problems that depend on a real parameterh is considered. The optimal control problems are subject to state space constraints.It is shown that under some regularity conditions on data the solutions of these problems as well as the associated Lagrange multipliers are directionally-differentiable functions of the parameter.The respective right-derivatives are given as the solution and respective Lagrange multipliers for an auxiliary quadratic optimal control… CONTINUE READING